Far East Journal of Theoretical Statistics
Volume 38, Issue 2, Pages 121 - 124
(February 2012)
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ON THE DETERMINATION AND RELIABILITY OF BOOTSTRAP SAMPLE AND BLOCK SIZES FOR STATIONARY TIME SERIES PROCESS
T. O. Olatayo and A. Mayor
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Abstract: This article emphasizes the reliability of bootstrap sample sizes and block sizes at small replicates of B. The truncated geometric bootstrap method estimates of standard error and other measures of statistical precession such as bias, coefficient of variation, ratio and root mean square error are employed as a basis for comparison for both small and large sample sizes and block sizes. It is illustrated with real data. |
Keywords and phrases: bootstrap sample sizes, block sizes, standard error, bias, coefficient of variation, ratio. |
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